-17.3%
TSCO vs DXCM
-19.6%
+2.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.6% |
| 7D | -2.5% | -6.5% | +4.0% | -2.0% |
| 30D | -1.1% | -4.3% | +3.2% | -0.8% |
| 3M | +14.3% | +7.3% | +7.0% | +13.6% |
| 6M | -31.9% | +22.0% | -53.9% | -32.9% |
| YTD | -30.7% | +26.4% | -57.1% | -31.8% |
| 1Y | -41.1% | +7.0% | -48.1% | -41.7% |
| All | -17.3% | -19.6% | +2.4% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DXCM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling